Saturday, June 10, 2017

Market Data: Week Ending June 9, 2017

Market Index12/30/20166/9/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,271.9765.687.64%
S&P 500 Index2,238.832,431.77-7.308.62%
Fed Funds Rate0.66%0.82%0.00%24.24%
10 yr T-note Yld2.45%2.21%0.06%-9.80%
5 yr T-note Yld1.93%1.77%0.06%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.09%0.10%0.00%
Implied 5 yr Inflation %1.84%1.68%-0.04%-8.70%
2 yr T-note Yld1.20%1.35%0.07%12.50%
2-10 Yr Slope1.25%0.86%-0.01%-31.20%
90 day T-bill Yld0.51%1.01%0.03%98.04%
Gold ($/oz)$1,151.70$1,271.40-$8.8010.39%
WTI Oil ($/brl)$53.72$45.83-$1.83-14.69%
VIX "Worry Index"13.0310.700.95-17.88%
NYSE Bullish % Index70.2963.751.12-6.54
Credit Data12/30/20166/9/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.00%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.92%0.03%-2.31%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60180-60240